Mr Dooley and other members of Meghan’s extended family had flown to the UK from the US ahead of her wedding to Prince Harry, despite not being invited to the actual ceremony on Saturday.
According to The Sun, Mr Dooley had been out celebrating the big day at Bacchus nightclub in Kingston when he confessed to bouncers he was carrying a four-inch blade.
Officers confronted Mr Dooley at his hotel near the nightclub after he fled from security guards in the early hours of Sunday.
It has since emerged that police are no longer investigating the incident but have issued a warning to Mr Dooley after he voluntarily surrendered the blade.
He was not arrested.
Sally Benatar, BCU commander for south-west London, said: "We take the possession of knives and prohibited weapons very seriously and we are determined to take them off the streets.
“In this case careful consideration was taken by the officers, the items were handed over voluntarily and there was no ongoing risk so the investigation was closed with warnings given.
“Having reviewed the circumstances and the risk posed by these two men, I support the actions taken by the officers."
Mr Dooley, a legal US cannabis farmer, had been referring to recent comments made by the US President in which he described the streets of London as being “like a war zone” due to a recent surge in knife crime.
He had been out celebrating the wedding with his girlfriend, his older brother TJ, 26, and mother Tracey.
They were not invited to the event on Saturday, where the only family member of the newly-appointed Duchess of Sussex in attendance was her mother Doria Ragland.
A Metropolitan Police spokesman said: “Police were called by security to a club in Union Street, Kingston-upon-Thames, in the early hours of Sunday, 20 May after a man openly declared he had a knife as he attempted to enter the club.
“When officers arrived enquiries led them to a hotel in Kingston and two men in their 20s were spoken to by officers in connection with the incident.
“One of the men also voluntarily surrendered a noxious spray. Both men, who were visitors to the UK, were warned about their actions.
“Neither was arrested, no further action was taken and enquiries are complete.”